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bonds / 10Y / JGB (10-Year) No. 348

Bond Information

NameJGB (10-Year) No. 348
ISIN
Issue #348
Coupon (%)0.1% semi-annual
Issue Date2017-09-20
Maturity2027-09-20 (Remaining 1.1y)
Outstanding¥7.3T (2026-03-31・MOF)
Total issued¥8.1T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 30d / total ¥21B(last 2026-06-29・BOJ)
BOJ Holding¥7.1T(97.5%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.100 %
Compound Yield0.0996 %
Accrued Interest0.042740 (156 days) per 100
Settlement Amount
Modified Duration1.08
Macaulay Duration1.08
DV01
Convexity1.7

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.050
2027-03-20coupon0.050
2027-09-20coupon + redemption100.050

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2017-11-01reopen4.5500.062
2017-10-03reopen4.0850.077
2017-09-05new3.9550.011

Horizon total return settle 2026-08-23 ・ CMT 2026-08-20

CMT interpolated (rem 1.1y)1.449 % → ref. price 98.563
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp0.93099.320-0.025+0.74%+2.97%
-25bp1.18099.116-0.025+0.54%+2.14%
Unchanged (roll-down)1.43098.914-0.025+0.33%+1.32%
+25bp1.68098.711-0.025+0.12%+0.50%
+50bp1.93098.510-0.025-0.08%-0.32%
6m 2027-02-23-50bp0.93099.5270.050+1.03%+2.06%
-25bp1.18099.3860.050+0.88%+1.77%
Unchanged (roll-down)1.43099.2440.050+0.74%+1.48%
+25bp1.68099.1030.050+0.60%+1.20%
+50bp1.93098.9630.050+0.46%+0.91%
12m 2027-08-23-50bp0.93099.9360.100+1.49%+1.49%
-25bp1.18099.9170.100+1.47%+1.47%
Unchanged (roll-down)1.43099.8980.100+1.45%+1.45%
+25bp1.68099.8790.100+1.44%+1.44%
+50bp1.93099.8600.100+1.42%+1.42%